+65.5%
XLF vs D
+8.5%
+57.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -0.5% | -0.7% | +0.2% | -0.3% |
| 3M | +10.6% | +2.1% | +8.6% | +9.9% |
| 6M | +14.3% | +6.8% | +7.5% | +11.9% |
| YTD | +5.5% | +16.5% | -11.0% | +0.7% |
| 1Y | +9.6% | +19.2% | -9.6% | +3.8% |
| 3Y | +75.2% | +61.9% | +13.3% | +49.7% |
| 5Y | +65.5% | +6.5% | +59.0% | +62.1% |
| All | +65.5% | +8.5% | +57.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling